I don't know if it's cheaper than the heavy duty stuff Gomberg sells, but I have a short length of what's sometimes called parachute cord that I use on Mimi.
I bought it at an army surplus store here in town. You can also find short lengths of this stuff in the camping section of walmart.
If you google "parachute cord" you can find it in all different colors and a couple different strengths from 450lb and up.